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Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.; Linton, Oliver; Vorkink, Keith - In: Journal of applied econometrics 17 (2002) 6, pp. 617-639
Persistent link: https://www.econbiz.de/10001723717
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A discrete‐choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
Boneva, Lena; Linton, Oliver - In: Journal of applied econometrics 32 (2017) 7, pp. 1226-1243
Persistent link: https://www.econbiz.de/10011862592
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The effect of fragmentation in trading on market quality in the UK equity market
Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of applied econometrics 31 (2016) 1, pp. 192-213
Persistent link: https://www.econbiz.de/10011642141
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Land of addicts? an empirical investigation of habit-based asset pricing models
Chen, Xiaohong; Ludvigson, Sydney C. - In: Journal of applied econometrics 24 (2009) 7, pp. 1057-1094
Persistent link: https://www.econbiz.de/10008322167
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Land of addicts? an empirical investigation of habit‐based asset pricing models
Chen, Xiaohong; Ludvigson, Sydney C. - In: Journal of applied econometrics 24 (2009) 7, pp. 1057-1094
Persistent link: https://www.econbiz.de/10008847092
Cover Image
Land of addicts? : an empirical investigation of habit-based asset pricing models
Chen, Xiaohong; Ludvigson, Sydney C. - In: Journal of applied econometrics 24 (2009) 7, pp. 1057-1093
Persistent link: https://www.econbiz.de/10003931091
Cover Image
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
Hodgson, Douglas J.; Linton, Oliver; Vorkink, Keith - In: Journal of applied econometrics 17 (2002) 6, pp. 617-640
Persistent link: https://www.econbiz.de/10006970939